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nse.py
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nse.py
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"""
The MIT License (MIT)
Copyright (c) 2014 Vivek Jha
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
"""
import ast
import re
import json
import zipfile
import io
import requests
from dateutil import parser
from datetime import datetime as dt
from nsetools.bases import AbstractBaseExchange
from nsetools.utils import byte_adaptor
from nsetools.utils import js_adaptor
from nsetools.utils import byte_adaptor, js_adaptor
from nsetools.datemgr import mkdate
class Nse(AbstractBaseExchange):
"""
class which implements all the functionality for
National Stock Exchange
"""
__CODECACHE__ = None
def __init__(self, session_refresh_interval=300):
# URL list
self.session_refresh_interval = session_refresh_interval
self.create_session()
self.get_quote_url = "https://www.nseindia.com/get-quotes/equity?symbol={code}"
self.stocks_csv_url = 'http://www1.nseindia.com/content/equities/EQUITY_L.csv'
self.top_gainer_url = 'http://www1.nseindia.com/live_market/dynaContent/live_analysis/gainers/niftyGainers1.json'
self.top_loser_url = 'http://www1.nseindia.com/live_market/dynaContent/live_analysis/losers/niftyLosers1.json'
self.top_fno_gainer_url\
= 'https://www1.nseindia.com/live_market/dynaContent/live_analysis/gainers/fnoGainers1.json'
self.top_fno_loser_url = 'https://www1.nseindia.com/live_market/dynaContent/live_analysis/losers/fnoLosers1.json'
self.advances_declines_url = 'http://www1.nseindia.com/common/json/indicesAdvanceDeclines.json'
self.index_url="http://www1.nseindia.com/homepage/Indices1.json"
self.bhavcopy_base_url = "https://www1.nseindia.com/content/historical/EQUITIES/%s/%s/cm%s%s%sbhav.csv.zip"
self.bhavcopy_base_filename = "cm%s%s%sbhav.csv"
self.active_equity_monthly_url =\
"https://www1.nseindia.com/products/dynaContent/equities/equities/json/mostActiveMonthly.json"
self.year_high_url = "https://www1.nseindia.com/products/dynaContent/equities/equities/json/online52NewHigh.json"
self.year_low_url = "https://www1.nseindia.com/products/dynaContent/equities/equities/json/online52NewLow.json"
self.preopen_nifty_url = "https://www1.nseindia.com/live_market/dynaContent/live_analysis/pre_open/nifty.json"
self.preopen_fno_url = "https://www1.nseindia.com/live_market/dynaContent/live_analysis/pre_open/fo.json"
self.preopen_niftybank_url =\
"https://www1.nseindia.com/live_market/dynaContent/live_analysis/pre_open/niftybank.json"
self.fno_lot_size_url = "https://www1.nseindia.com/content/fo/fo_mktlots.csv"
def get_fno_lot_sizes(self, cached=True, as_json=False):
"""
returns a dictionary with key as stock code and value as stock name.
It also implements cache functionality and hits the server only
if user insists or cache is empty
:return: dict
"""
url = self.fno_lot_size_url
req = "Request(url, None, self.headers)"
res_dict = {}
if cached is not True or self.__CODECACHE__ is None:
# raises HTTPError and URLError
res = self.opener.open(req)
if res is not None:
# for py3 compat covert byte file like object to
# string file like object
res = byte_adaptor(res)
for line in res.read().split('\n'):
if line != '' and re.search(',', line) and (line.casefold().find('symbol') == -1):
(code, name) = [x.strip() for x in line.split(',')[1:3]]
res_dict[code] = int(name)
# else just skip the evaluation, line may not be a valid csv
else:
raise Exception('no response received')
self.__CODECACHE__ = res_dict
return self.render_response(self.__CODECACHE__, as_json)
def get_stock_codes(self, cached=True, as_json=False):
"""
returns a dictionary with key as stock code and value as stock name.
It also implements cache functionality and hits the server only
if user insists or cache is empty
:return: dict
"""
url = self.stocks_csv_url
req = "Request(url, None, self.headers)"
res_dict = {}
if cached is not True or self.__CODECACHE__ is None:
# raises HTTPError and URLError
res = self.opener.open(req)
if res is not None:
# for py3 compat covert byte file like object to
# string file like object
res = byte_adaptor(res)
for line in res.read().split('\n'):
if line != '' and re.search(',', line):
(code, name) = line.split(',')[0:2]
res_dict[code] = name
# else just skip the evaluation, line may not be a valid csv
else:
raise Exception('no response received')
self.__CODECACHE__ = res_dict
return self.render_response(self.__CODECACHE__, as_json)
def is_valid_code(self, code):
"""
:param code: a string stock code
:return: Boolean
"""
if code:
stock_codes = self.get_stock_codes()
if code.upper() in stock_codes.keys():
return True
else:
return False
def get_quote(self, code, all_data=False):
"""
gets the quote for a given stock code
:param code:
:return: dict or None
:raises: HTTPError
"""
code = code.upper()
# TODO: implement if the code is valid
res = self.fetch(f"https://www.nseindia.com/api/quote-equity?symbol={code}")
return res.json()['priceInfo'] if all_data is False else res.json()
def get_top_gainers(self, as_json=False):
"""
:return: a list of dictionaries containing top gainers of the day
"""
url = self.top_gainer_url
req = "Request(url, None, self.headers)"
# this can raise HTTPError and URLError
res = self.opener.open(req)
# for py3 compat covert byte file like object to
# string file like object
res = byte_adaptor(res)
res_dict = json.load(res)
# clean the output and make appropriate type conversions
res_list = [self.clean_server_response(item) for item in res_dict['data']]
return self.render_response(res_list, as_json)
def get_top_losers(self, as_json=False):
"""
:return: a list of dictionaries containing top losers of the day
"""
url = self.top_loser_url
req = "Request(url, None, self.headers)"
# this can raise HTTPError and URLError
res = self.opener.open(req)
# for py3 compat covert byte file like object to
# string file like object
res = byte_adaptor(res)
res_dict = json.load(res)
# clean the output and make appropriate type conversions
res_list = [self.clean_server_response(item)
for item in res_dict['data']]
return self.render_response(res_list, as_json)
def get_top_fno_gainers(self, as_json=False):
"""
:return: a list of dictionaries containing top gainers in fno of the day
"""
url = self.top_fno_gainer_url
req = "Request(url, None, self.headers)"
# this can raise HTTPError and URLError
res = self.opener.open(req)
# for py3 compat covert byte file like object to
# string file like object
res = byte_adaptor(res)
res_dict = json.load(res)
# clean the output and make appropriate type conversions
res_list = [self.clean_server_response(item) for item in res_dict['data']]
return self.render_response(res_list, as_json)
def get_top_fno_losers(self, as_json=False):
"""
:return: a list of dictionaries containing top losers of the day
"""
url = self.top_fno_loser_url
req = "Request(url, None, self.headers)"
# this can raise HTTPError and URLError
res = self.opener.open(req)
# for py3 compat covert byte file like object to
# string file like object
res = byte_adaptor(res)
res_dict = json.load(res)
# clean the output and make appropriate type conversions
res_list = [self.clean_server_response(item)
for item in res_dict['data']]
return self.render_response(res_list, as_json)
def get_advances_declines(self, as_json=False):
"""
:return: a list of dictionaries with advance decline data
:raises: URLError, HTTPError
"""
url = self.advances_declines_url
req = "Request(url, None, self.headers)"
# raises URLError or HTTPError
resp = self.opener.open(req)
# for py3 compat covert byte file like object to
# string file like object
resp = byte_adaptor(resp)
resp_dict = json.load(resp)
resp_list = [self.clean_server_response(item)
for item in resp_dict['data']]
return self.render_response(resp_list, as_json)
def get_active_monthly(self, as_json=False):
return self._get_json_response_from_url(self.active_equity_monthly_url, as_json)
def get_year_high(self, as_json=False):
return self._get_json_response_from_url(self.year_high_url, as_json)
def get_year_low(self, as_json=False):
return self._get_json_response_from_url(self.year_low_url, as_json)
def get_preopen_nifty(self, as_json=False):
return self._get_json_response_from_url(self.preopen_nifty_url, as_json)
def get_preopen_niftybank(self, as_json=False):
return self._get_json_response_from_url(self.preopen_niftybank_url, as_json)
def get_preopen_fno(self, as_json=False):
return self._get_json_response_from_url(self.preopen_fno_url, as_json)
def _get_json_response_from_url(self, url, as_json):
"""
:return: a list of dictionaries containing the response got back from url
"""
req = "Request(url, None, self.headers)"
# this can raise HTTPError and URLError
res = self.opener.open(req)
# for py3 compat covert byte file like object to
# string file like object
res = byte_adaptor(res)
res_dict = json.load(res)
# clean the output and make appropriate type conversions
res_list = [self.clean_server_response(item)
for item in res_dict['data']]
return self.render_response(res_list, as_json)
def get_index_list(self):
""" get list of indices and codes
returns: a list | json of index codes
"""
return [ i['indexSymbol'] for i in self.get_all_index_quote()]
def get_index_quote(self, code):
"""
params:
code : string index code
returns:
dict
"""
url = "https://www.nseindia.com/api/allIndices"
all_index_quote = self.get_all_index_quote()
index_list = [ i['indexSymbol'] for i in all_index_quote]
code = code.upper()
if code in index_list:
return list(filter(lambda idx: idx['indexSymbol'] == code, all_index_quote))[0]
else:
raise Exception('Wrong index code')
def get_all_index_quote(self):
"""
Gets information of all indices and one go
returns:
list of dicts
"""
url = "https://www.nseindia.com/api/allIndices"
res = self.fetch(url)
return res.json()['data']
def nse_headers(self):
"""
Builds right set of headers for requesting http://nseindia.com
:return: a dict with http headers
"""
return {"Accept": "*/*",
"Accept-Language": "en-US,en;q=0.5",
"user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/112.0.0.0 Safari/537.36",
"X-Requested-With": "XMLHttpRequest"
}
def build_url_for_quote(self, code):
"""
builds a url which can be requested for a given stock code
:param code: string containing stock code.
:return: a url object
"""
pass
def clean_server_response(self, resp_dict):
"""cleans the server reponse by replacing:
'-' -> None
'1,000' -> 1000
:param resp_dict:
:return: dict with all above substitution
"""
# change all the keys from unicode to string
pass
def render_response(self, data, as_json=False):
if as_json is True:
return json.dumps(data)
else:
return data
def get_bhavcopy_url(self, d):
"""take date and return bhavcopy url"""
d = mkdate(d)
day_of_month = d.strftime("%d")
mon = d.strftime("%b").upper()
year = d.year
url = self.bhavcopy_base_url % (year, mon, day_of_month, mon, year)
return url
def get_bhavcopy_filename(self, d):
d = mkdate(d)
day_of_month = d.strftime("%d")
mon = d.strftime("%b").upper()
year = d.year
filename = self.bhavcopy_base_filename % (day_of_month, mon, year)
return filename
def download_bhavcopy(self, d):
"""returns bhavcopy as csv file."""
# ex_url = "https://www.nseindia.com/content/historical/EQUITIES/2011/NOV/cm08NOV2011bhav.csv.zip"
url = self.get_bhavcopy_url(d)
filename = self.get_bhavcopy_filename(d)
# response = requests.get(url, headers=self.headers)
response = "self.opener.open(Request(url, None, self.headers))"
zip_file_handle = io.BytesIO(response.read())
zf = zipfile.ZipFile(zip_file_handle)
try:
result = zf.read(filename)
except KeyError:
result = zf.read(zf.filelist[0].filename)
return zf.read(filename).decode("utf-8")
def download_index_copy(self, d):
"""returns index copy file"""
pass
def create_session(self):
home_url = "https://nseindia.com"
self._session = requests.Session()
self._session.headers.update(self.nse_headers())
self._session.get(home_url)
self._session_init_time = dt.now()
def fetch(self, url):
time_diff = dt.now() - self._session_init_time
if time_diff.seconds < self.session_refresh_interval:
print("time diff is ", time_diff.seconds)
return self._session.get(url)
else:
print("time diff is ", time_diff.seconds)
print("re-initing the session because of expiry")
self.create_session()
return self._session.get(url)
def __str__(self):
"""
string representation of object
:return: string
"""
return 'Driver Class for National Stock Exchange (NSE)'
if __name__ == "__main__":
n = Nse()
# data = n.download_bhavcopy("14th Dec")
n.get_quote('reliance')
# TODO: get_most_active()
# TODO: get_top_volume()
# TODO: get_peer_companies()
# TODO: is_market_open()
# TODO: concept of portfolio for fetching price in a batch and field which should be captured
# TODO: Concept of session, just like as in sqlalchemy